Cboe Vix Volatility Index Price on November 26, 2024
| VVIX Index | 86.32 2.04 2.31% |
Below is the normalized historical share price chart for CBOE Vix Volatility extending back to March 06, 2006. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of CBOE Vix stands at 86.32, as last reported on the 1st of December, with the highest price reaching 87.88 and the lowest price hitting 86.10 during the day.
If you're considering investing in CBOE Index, it is important to understand the factors that can impact its price. CBOE Vix Volatility secures Sharpe Ratio (or Efficiency) of -0.0943, which signifies that the index had a -0.0943% return per unit of risk over the last 3 months. CBOE Vix Volatility exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. CBOE Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = -0.0943
| Best Portfolio | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | VVIX |
Estimated Market Risk
| 5.28 actual daily | 47 53% of assets are more volatile |
Expected Return
| -0.5 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 actual daily | 0 Most of other assets perform better |
Based on monthly moving average CBOE Vix is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of CBOE Vix by adding CBOE Vix to a well-diversified portfolio.
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CBOE Vix Valuation on November 26, 2024
It is possible to determine the worth of CBOE Vix on a given historical date. On November 26, 2024 CBOE was worth 89.12 at the beginning of the trading date compared to the closed value of 87.71. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of CBOE Vix index. Still, in general, we apply an absolute valuation method to find CBOE Vix's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of CBOE Vix where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against CBOE Vix's related companies.
| Open | High | Low | Close | Volume | |
| 92.16 | 96.01 | 88.77 | 88.79 | 1.00 | |
11/26/2024 | 89.12 | 89.39 | 85.46 | 87.71 | 1.00 |
| 89.50 | 94.20 | 87.86 | 88.36 | 1.00 |
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CBOE Vix Trading Date Momentum on November 26, 2024
| On November 27 2024 CBOE Vix Volatility was traded for 88.36 at the closing time. The highest price during the trading period was 94.20 and the lowest recorded bid was listed for 87.86 . There was no trading activity during the period 1.0. Lack of trading volume on November 27, 2024 contributed to the next trading day price boost. The trading price change to the next closing price was 0.74% . The overall trading delta to the current price is 0.19% . |
Price Boundaries
CBOE Vix Period Price Range
Low | December 1, 2024
| High |
0.00 | 0.00 |
CBOE Vix Volatility cannot be verified against its exchange. Please verify the symbol is currently traded on INDX Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
CBOE Vix December 1, 2024 Market Strength
Market strength indicators help investors to evaluate how CBOE Vix index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CBOE Vix shares will generate the highest return on investment. By undertsting and applying CBOE Vix index market strength indicators, traders can identify CBOE Vix Volatility entry and exit signals to maximize returns
CBOE Vix Technical Drivers
CBOE Vix December 1, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for CBOE Vix's price direction in advance. Along with the technical and fundamental analysis of CBOE Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of CBOE to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | (0.000052) | |||
| Mean Deviation | 4.81 | |||
| Coefficient Of Variation | (8,507) | |||
| Standard Deviation | 7.17 | |||
| Variance | 51.4 | |||
| Information Ratio | (0.03) | |||
| Total Risk Alpha | (1.29) | |||
| Maximum Drawdown | 53.41 | |||
| Value At Risk | (7.56) | |||
| Potential Upside | 10.8 | |||
| Skewness | 2.48 | |||
| Kurtosis | 11.99 |
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| Volume Indicators |